Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients Journal Articles uri icon

Overview

Has subject area

Published in

  • Journal of Multivariate Analysis

Time

Date/time value

  • 2019

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.jmva.2019.02.013

Additional Document Info

Parent Title

  • JOURNAL OF MULTIVARIATE ANALYSIS
  • Workshop on Dependence Modeling Tools for Risk Management

Volume

  • 172

Publisher

  • Academic Press